V-Lab: COMSYS Holdings Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

COMSYS Holdings Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:25.75% (-0.88%)

Analysis last updated: Thursday, November 21, 2024 at 01:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0672	4.38
$α$	0.0610	49.92
$β$	0.9936	666.37
$ν$	5	11.48

Estimation Period:
Jan 3, 1990 to Nov 15, 2024